APEX INSTITUTE OF TECHNOLOGY

(CSE)
DEPARTMENT OF COMPUTER SCIENCE & ENGINEERING

Predictive Analytics (21CST-340)

Faculty: Dr. Jitender Kaushal
Associate Professor
(E14621)
DISCOVER . LEARN . EMPOWER
Graphical Solution Method 1
 COURSE OBJECTIVES
Course Objectives
 Understanding the foundations of predictive analytics: The course aims to
provide students with a solid understanding of the fundamental concepts,
techniques, and methodologies used in predictive analytics.
 Applying predictive analytics to solve business problems: Another important
objective of a course on predictive analytics is to demonstrate the practical
applications of predictive analytics in solving business problems.

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COURSE OUTCOMES
On completion of this course, the students shall be
able to

Course Outcomes
After completion of the course students will be able to
Develop a modeling approach to problem-solving and learn to
Unit-II CO3
implement LP models.
Learn to formulate basic optimization models. CO4

3
 Graphical Solution Method

1. Plot model constraint on a set of coordinates in a

plane
2. Solve simultaneous equations at each corner
point to find the solution values at each point.
3. Substitute these values into the objective
function to find the set of values that results in
the maximum Z value.
Example 1: A Maximization
Problem
 LP Formulation

Max 5x1 + 7x2

s.t. x1 < 6
2x1 + 3x2 < 19
x1 + x2 < 8

x1, x2 > 0
 Example 1: Graphical
Constraint #1 Graphed
Solution
x2

6 x1 < 6
5

1
(6, 0)

1 2 3 4 5 6 7 8 9 10 x1
 Example 1: Graphical
Solution
Constraint #2 Graphed
x2

8 (0, 6 1/3)
7

4 2x1 + 3x2 < 19

3

2 (9 1/2, 0)
1

1 2 3 4 5 6 7 8 9 10
x1
 Example 1: Graphical
Solution
Constraint #3 Graphed
x2
(0, 8)
8

7
x1 + x2 < 8
6

1 (8, 0)
1 2 3 4 5 6 7 8 9 10 x1
 Example 1: Graphical
Solution
Combined-Constraint Graph
x2
x1 + x2 < 8
8

6 x1 < 6
5

3
2x1 + 3x2 < 19
2

1 2 3 4 5 6 7 8 9 10 x1
Example 1: Graphical Solution
Feasible Solution Region
x2

2
Feasible
1
Region

1 2 3 4 5 6 7 8 9 10 x1
Example 1: Graphical
Solution
 Objective Function Line
x
2

7
(0, 5)
6
Objective Function
5 5x1 + 7x2 = 35
4

1 (7, 0)
1 2 3 4 5 6 7 8 9 10 x1
Example 1: Graphical
Solution
 Optimal Solution
x
2

Objective Function
8
5x1 + 7x2 = 46
7

6 Optimal Solution
5
(x1 = 5, x2 = 3)
4

1 2 3 4 5 6 7 8 9 10 x1
Summary of the Graphical Solution
Procedure
for
 Maximization Problems
Prepare a graph of the feasible solutions for each of the
constraints.
Determine the feasible region that satisfies all the
constraints simultaneously..
Draw an objective function line.
Move parallel objective function lines toward larger
objective function values without entirely leaving the
feasible region.
Any feasible solution on the objective function line with
the largest value is an optimal solution.
Slack and Surplus
Variables
 A linear program in which all the variables are non-
negative and all the constraints are equalities is said to
be in standard form.
Standard form is attained by adding slack variables to
"less than or equal to" constraints, and by subtracting
surplus variables from "greater than or equal to"
constraints.
Slack and surplus variables represent the difference
between the left and right sides of the constraints.
Slack and surplus variables have objective function
coefficients equal to 0.
Example 1
Standard Form

Max 5x1 + 7x2 + 0s1 + 0s2 + 0s3

s.t. x1 + s1 = 6
2x1 + 3x2 + s2 = 19
x1 + x2 + s3 = 8

x1, x2 , s1 , s2 , s3 > 0
Extreme Points and the Optimal
Solution
The corners or vertices of the feasible region are
referred to as the extreme points.
An optimal solution to an LP problem can be found at an
extreme point of the feasible region.
When looking for the optimal solution, you do not have
to evaluate all feasible solution points.
You have to consider only the extreme points of the
feasible region.
Example 1: Graphical
Solution
 The Five Extreme Points
x
2

7
55
6

3 44
2
Feasible 33
1 Region
11 22
1 2 3 4 5 6 7 8 9 10
x1
Example 2: A Minimization
Problem
LP Formulation

Min 5x1 + 2x2

s.t. 2x1 + 5x2 > 10

4x1 - x2 > 12
x1 + x2 > 4

x1, x2 > 0
Example 2: Graphical
Solution
 Graph the Constraints
Constraint 1: When x1 = 0, then x2 = 2; when x2 = 0,
then x1 = 5. Connect (5,0) and (0,2). The ">" side is
above this line.
Constraint 2: When x2 = 0, then x1 = 3. But setting x1 to
0 will yield x2 = -12, which is not on the graph.
Thus, to get a second point on this line, set x1 to any
number larger than 3 and solve for x2: when x1 = 5,
then x2 = 8. Connect (3,0) and (5,8). The ">" side is to
the right.
Constraint 3: When x1 = 0, then x2 = 4; when x2 = 0,
then x1 = 4. Connect (4,0) and (0,4). The ">" side is
above this line.
Example 2: Graphical
Solution
 Constraints Graphed
x2 Feasible Region

5
4x1 - x2 > 12

4 x1 + x2 > 4
3
2x1 + 5x2 > 10
2

x1
1 2 3 4 5 6
Example 2: Graphical
Solution
 Graph the Objective Function
Set the objective function equal to an arbitrary
constant (say 20) and graph it. For 5x1 + 2x2 = 20, when
x1 = 0, then x2 = 10; when x2= 0, then x1 = 4. Connect
(4,0) and (0,10).
Move the Objective Function Line Toward Optimality
Move it in the direction which lowers its value
(down), since we are minimizing, until it touches the last
point of the feasible region, determined by the last two
constraints.
Example 2: Graphical
Solution
 Objective Function Graphed
x2 Min z = 5x1 + 2x2

5
4x1 - x2 > 12

4 x1 + x2 > 4
3
2x1 + 5x2 > 10
2

x1
1 2 3 4 5 6
Example 2: Graphical
Solution
 Solve for the Extreme Point at the Intersection of the
Two Binding Constraints
4x1 - x2 = 12
x1+ x2 = 4
Adding these two equations gives:
5x1 = 16 or x1 = 16/5.
Substituting this into x1 + x2 = 4 gives: x2 = 4/5
Example 2: Graphical
Solution
 Solve for the Optimal Value of the Objective Function
Solve for z = 5x1 + 2x2 = 5(16/5) + 2(4/5) = 88/5.
Thus the optimal solution is
x1 = 16/5; x2 = 4/5; z = 88/5
Example 2: Graphical
Solution
 Optimal Solution
x2 Min z = 5x1 + 2x2

5
4x1 - x2 > 12

4 x1 + x2 > 4
3
2x1 + 5x2 > 10
2
Optimal: x1 = 16/5
1
x2 = 4/5
x1
1 2 3 4 5 6
Feasible Region
The feasible region for a two-variable linear
programming problem can be nonexistent, a single
point, a line, a polygon, or an unbounded area.
Any linear program falls in one of three categories:
is infeasible
has a unique optimal solution or alternate optimal
solutions
has an objective function that can be increased without
bound
A feasible region may be unbounded and yet there may
be optimal solutions. This is common in minimization
problems and is possible in maximization problems.
Special Cases
Alternative Optimal Solutions
In the graphical method, if the objective function line is
parallel to a boundary constraint in the direction of
optimization, there are alternate optimal solutions, with
all points on this line segment being optimal.
Infeasibility
A linear program which is over constrained so that no
point satisfies all the constraints is said to be infeasible.
Unbounded
(See example on upcoming slide.)
Example: Infeasible
Problem
 Solve graphically for the optimal solution:

Max 2x1 + 6x2

s.t. 4x1 + 3x2 < 12

2x1 + x2 > 8

x1, x2 > 0
Example: Infeasible
Problem
 There are no points that satisfy both constraints, hence
this problem has no feasible region, and no optimal
solution. x 2

8 2x1 + x2 > 8

4x1 + 3x2 < 12

4

x1
3 4
Example: Unbounded Problem
Solve graphically for the optimal solution:

Max 3x1 + 4x2

s.t. x1 + x2 > 5
3x1 + x2 > 8

x1, x2 > 0
Example: Unbounded Problem
The feasible region is unbounded and the objective
function line can be moved parallel to itself without
bound so that z can be increased infinitely.
x2

3x1 + x2 > 8
8
Max 3x1 + 4x2

5
x1 + x2 > 5

x1
2.67 5
 Properties of LP Models

1) Seek to minimize or maximize

2) Include “constraints” or limitations
3) There must be alternatives available
4) All equations are linear
Linear Programming (LP)
Problem
The maximization or minimization of some quantity is
the objective in all linear programming problems.
All LP problems have constraints that limit the degree to
which the objective can be pursued.
A feasible solution satisfies all the problem's constraints.
An optimal solution is a feasible solution that results in
the largest possible objective function value when
maximizing (or smallest when minimizing).
A graphical solution method can be used to solve a
linear program with two variables.
Linear Programming (LP)
Problem
 If both the objective function and the constraints are
linear, the problem is referred to as a linear
programming problem.
Linear functions are functions in which each variable
appears in a separate term raised to the first power and
is multiplied by a constant (which could be 0).
Linear constraints are linear functions that are restricted
to be "less than or equal to", "equal to", or "greater than
or equal to" a constant.
Problem Formulation
Problem formulation or modeling is the process of
translating a verbal statement of a problem into a
mathematical statement.
Guidelines for Model
Formulation
Understand the problem thoroughly.
Describe the objective.
Describe each constraint.
Define the decision variables.
Write the objective in terms of the decision variables.
Write the constraints in terms of the decision variables.
 LP Model Formulation
Decision variables
 mathematical symbols representing levels of activity of an
operation
Objective function
 a linear relationship reflecting the objective of an operation
 most frequent objective of business firms is to maximize profit
 most frequent objective of individual operational units (such as
a production or packaging department) is to minimize cost
Constraint
 a linear relationship representing a restriction on decision
making
LP Model Formulation
(cont.)
Max/min z = c x + c x + ... + c x
1 1 2 2 n n

subject to:
a11x1 + a12x2 + ... + a1nxn (≤, =, ≥) b1
a21x1 + a22x2 + ... + a2nxn (≤, =, ≥) b2
:
am1x1 + am2x2 + ... + amnxn (≤, =, ≥) bm

xj = decision variables
bi = constraint levels
cj = objective function coefficients
aij = constraint coefficients
LP Model: Example

RESOURCE REQUIREMENTS
Labor Clay Revenue
PRODUCT (hr/unit) (lb/unit) ($/unit)
Bowl 1 4 40
Mug 2 3 50

There are 40 hours of labor and 120 pounds of clay available

each day

Decision variables
x1 = number of bowls to produce
x2 = number of mugs to produce
 LP Formulation:
Example
Maximize Z = $40 x1 + 50 x2

Subject to
x1 + 2x2 40 hr (labor constraint)
4x1 + 3x2 120 lb (clay constraint)
x1 , x2 0

Solution is x1 = 24 bowls x2 = 8 mugs

Revenue = $1,360
 REFERENCES
Resource Link:
https://www.coursera.org/learn/optimization-for-decision-making/home/info

Title Author Name Publisher Availability

Predictive Analytics: The Power to E. Siegel John Wiley & https://mirtech.ir/wp-content/uploads/2018/

Predict Who Will Click, Buy, Lie, or Die Sons, Inc 04/Predictive-Analytics.pdf

Too Big to Ignore: The Business Case for Big P. Simon Wiley India https://support.sas.com/content/dam/SAS/su
Data pport/en/books/too-big-to-ignore/69508_exc
erpt.pdf

Data Smart: Using Data Science to Transform J. W. Foreman Wiley (Available at Amazon)
Information into Insight

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THANK YOU

For queries
Email: [email protected]

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